message_test.go

package quickfix

import (
	"bytes"
	"testing"

	"github.com/quickfixgo/quickfix/enum"
	"github.com/stretchr/testify/suite"
)

func BenchmarkParseMessage(b *testing.B) {
	rawMsg := bytes.NewBufferString("8=FIX.4.2
9=104
35=D
34=2
49=TW
52=20140515-19:49:56.659
56=ISLD
11=100
21=1
40=1
54=1
55=TSLA
60=00010101-00:00:00.000
10=039
")

	var msg Message
	for i := 0; i < b.N; i++ {
		_ = ParseMessage(&msg, rawMsg)
	}
}

type MessageSuite struct {
	suite.Suite
	msg *Message
}

func TestMessageSuite(t *testing.T) {
	suite.Run(t, new(MessageSuite))
}

func (s *MessageSuite) SetupTest() {
	s.msg = NewMessage()
}

func (s *MessageSuite) TestParseMessage() {
	rawMsg := bytes.NewBufferString("8=FIX.4.2
9=104
35=D
34=2
49=TW
52=20140515-19:49:56.659
56=ISLD
11=100
21=1
40=1
54=1
55=TSLA
60=00010101-00:00:00.000
10=039
")

	err := ParseMessage(s.msg, rawMsg)
	s.Nil(err)

	s.True(bytes.Equal(rawMsg.Bytes(), s.msg.rawMessage.Bytes()), "Expected msg bytes to equal raw bytes")

	expectedBodyBytes := []byte("11=100
21=1
40=1
54=1
55=TSLA
60=00010101-00:00:00.000
")

	s.True(bytes.Equal(s.msg.bodyBytes, expectedBodyBytes), "Incorrect body bytes, got %s", string(s.msg.bodyBytes))

	s.Equal(14, len(s.msg.fields))

	msgType, err := s.msg.MsgType()
	s.Nil(err)

	s.Equal(enum.MsgType_ORDER_SINGLE, msgType)
	s.True(s.msg.IsMsgTypeOf(enum.MsgType_ORDER_SINGLE))

	s.False(s.msg.IsMsgTypeOf(enum.MsgType_LOGON))
}

func (s *MessageSuite) TestParseOutOfOrder() {
	//allow fields out of order, save for validation
	rawMsg := bytes.NewBufferString("8=FIX.4.0
9=81
35=D
11=id
21=3
38=100
40=1
54=1
55=MSFT
34=2
49=TW
52=20140521-22:07:09
56=ISLD
10=250
")
	s.Nil(ParseMessage(s.msg, rawMsg))
}

func (s *MessageSuite) TestBuild() {
	s.msg.Header.SetField(tagBeginString, FIXString(enum.BeginStringFIX44))
	s.msg.Header.SetField(tagMsgType, FIXString("A"))
	s.msg.Header.SetField(tagSendingTime, FIXString("20140615-19:49:56"))

	s.msg.Body.SetField(Tag(553), FIXString("my_user"))
	s.msg.Body.SetField(Tag(554), FIXString("secret"))

	expectedBytes := []byte("8=FIX.4.4
9=49
35=A
52=20140615-19:49:56
553=my_user
554=secret
10=072
")
	result := s.msg.build()
	s.True(bytes.Equal(expectedBytes, result), "Unexpected bytes, got %s", string(result))
}

func (s *MessageSuite) TestReBuild() {
	rawMsg := bytes.NewBufferString("8=FIX.4.2
9=104
35=D
34=2
49=TW
52=20140515-19:49:56.659
56=ISLD
11=100
21=1
40=1
54=1
55=TSLA
60=00010101-00:00:00.000
10=039
")

	s.Nil(ParseMessage(s.msg, rawMsg))

	s.msg.Header.SetField(tagOrigSendingTime, FIXString("20140515-19:49:56.659"))
	s.msg.Header.SetField(tagSendingTime, FIXString("20140615-19:49:56"))

	rebuildBytes := s.msg.build()

	expectedBytes := []byte("8=FIX.4.2
9=126
35=D
34=2
49=TW
52=20140615-19:49:56
56=ISLD
122=20140515-19:49:56.659
11=100
21=1
40=1
54=1
55=TSLA
60=00010101-00:00:00.000
10=128
")

	s.True(bytes.Equal(expectedBytes, rebuildBytes), "Unexpected bytes,\n +%s\n-%s", rebuildBytes, expectedBytes)

	expectedBodyBytes := []byte("11=100
21=1
40=1
54=1
55=TSLA
60=00010101-00:00:00.000
")

	s.True(bytes.Equal(s.msg.bodyBytes, expectedBodyBytes), "Incorrect body bytes, got %s", string(s.msg.bodyBytes))
}

func (s *MessageSuite) TestReverseRoute() {
	s.Nil(ParseMessage(s.msg, bytes.NewBufferString("8=FIX.4.2
9=171
35=D
34=2
49=TW
50=KK
52=20060102-15:04:05
56=ISLD
57=AP
144=BB
115=JCD
116=CS
128=MG
129=CB
142=JV
143=RY
145=BH
11=ID
21=3
38=100
40=w
54=1
55=INTC
60=20060102-15:04:05
10=123
")))

	builder := s.msg.reverseRoute()

	var testCases = []struct {
		tag           Tag
		expectedValue string
	}{
		{tagTargetCompID, "TW"},
		{tagTargetSubID, "KK"},
		{tagTargetLocationID, "JV"},
		{tagSenderCompID, "ISLD"},
		{tagSenderSubID, "AP"},
		{tagSenderLocationID, "RY"},
		{tagDeliverToCompID, "JCD"},
		{tagDeliverToSubID, "CS"},
		{tagDeliverToLocationID, "BB"},
		{tagOnBehalfOfCompID, "MG"},
		{tagOnBehalfOfSubID, "CB"},
		{tagOnBehalfOfLocationID, "BH"},
	}

	for _, tc := range testCases {
		var field FIXString
		s.Nil(builder.Header.GetField(tc.tag, &field))

		s.Equal(tc.expectedValue, string(field))
	}
}

func (s *MessageSuite) TestReverseRouteIgnoreEmpty() {
	s.Nil(ParseMessage(s.msg, bytes.NewBufferString("8=FIX.4.0
9=128
35=D
34=2
49=TW
52=20060102-15:04:05
56=ISLD
115=
116=CS
128=MG
129=CB
11=ID
21=3
38=100
40=w
54=1
55=INTC
60=20060102-15:04:05
10=123
")))
	builder := s.msg.reverseRoute()

	s.False(builder.Header.Has(tagDeliverToCompID), "Should not reverse if empty")
}

func (s *MessageSuite) TestReverseRouteFIX40() {
	//onbehalfof/deliverto location id not supported in fix 4.0
	s.Nil(ParseMessage(s.msg, bytes.NewBufferString("8=FIX.4.0
9=171
35=D
34=2
49=TW
50=KK
52=20060102-15:04:05
56=ISLD
57=AP
144=BB
115=JCD
116=CS
128=MG
129=CB
142=JV
143=RY
145=BH
11=ID
21=3
38=100
40=w
54=1
55=INTC
60=20060102-15:04:05
10=123
")))

	builder := s.msg.reverseRoute()

	s.False(builder.Header.Has(tagDeliverToLocationID), "delivertolocation id not supported in fix40")

	s.False(builder.Header.Has(tagOnBehalfOfLocationID), "onbehalfof location id not supported in fix40")
}